+371.9%
TSN vs WU
-19.6%
+391.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -6.3% | -0.8% | -5.5% | -6.1% |
| 30D | -10.8% | -1.1% | -9.7% | -10.6% |
| 3M | -8.8% | -3.9% | -4.9% | -8.7% |
| 6M | -16.8% | -20.7% | +3.8% | -11.7% |
| YTD | -10.0% | -18.4% | +8.4% | -5.7% |
| 1Y | -5.3% | -8.1% | +2.8% | -5.3% |
| 3Y | +8.5% | -24.2% | +32.7% | +13.4% |
| 5Y | -22.9% | -50.4% | +27.5% | -8.8% |
| 10Y | -12.6% | -40.0% | +27.4% | -7.5% |
| All | +371.9% | -19.6% | +391.5% | +290.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling